he volatility of interest rates has increased markedly since October of 1979, T leading to a tremendous surge in the volume of trading in interest rate futures. Investigating the effects of the increased volume on the hedging peaormance of futures contracts, Hegde (1982) finds that the hedging effe
The impact of interest rate level and volatility on the performance of interest rate hedges
β Scribed by Shantaram P. Hegde
- Publisher
- John Wiley and Sons
- Year
- 1982
- Tongue
- English
- Weight
- 685 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0270-7314
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